CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 05-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6664 |
1.6659 |
-0.0005 |
0.0% |
1.6630 |
| High |
1.6715 |
1.6740 |
0.0025 |
0.1% |
1.6767 |
| Low |
1.6638 |
1.6655 |
0.0017 |
0.1% |
1.6581 |
| Close |
1.6672 |
1.6713 |
0.0041 |
0.2% |
1.6757 |
| Range |
0.0077 |
0.0085 |
0.0008 |
10.4% |
0.0186 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
83,676 |
91,588 |
7,912 |
9.5% |
500,833 |
|
| Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6958 |
1.6920 |
1.6760 |
|
| R3 |
1.6873 |
1.6835 |
1.6736 |
|
| R2 |
1.6788 |
1.6788 |
1.6729 |
|
| R1 |
1.6750 |
1.6750 |
1.6721 |
1.6769 |
| PP |
1.6703 |
1.6703 |
1.6703 |
1.6712 |
| S1 |
1.6665 |
1.6665 |
1.6705 |
1.6684 |
| S2 |
1.6618 |
1.6618 |
1.6697 |
|
| S3 |
1.6533 |
1.6580 |
1.6690 |
|
| S4 |
1.6448 |
1.6495 |
1.6666 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7260 |
1.7194 |
1.6859 |
|
| R3 |
1.7074 |
1.7008 |
1.6808 |
|
| R2 |
1.6888 |
1.6888 |
1.6791 |
|
| R1 |
1.6822 |
1.6822 |
1.6774 |
1.6855 |
| PP |
1.6702 |
1.6702 |
1.6702 |
1.6718 |
| S1 |
1.6636 |
1.6636 |
1.6740 |
1.6669 |
| S2 |
1.6516 |
1.6516 |
1.6723 |
|
| S3 |
1.6330 |
1.6450 |
1.6706 |
|
| S4 |
1.6144 |
1.6264 |
1.6655 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6767 |
1.6615 |
0.0152 |
0.9% |
0.0088 |
0.5% |
64% |
False |
False |
95,701 |
| 10 |
1.6767 |
1.6581 |
0.0186 |
1.1% |
0.0090 |
0.5% |
71% |
False |
False |
99,113 |
| 20 |
1.6821 |
1.6247 |
0.0574 |
3.4% |
0.0097 |
0.6% |
81% |
False |
False |
106,391 |
| 40 |
1.6821 |
1.6247 |
0.0574 |
3.4% |
0.0103 |
0.6% |
81% |
False |
False |
106,421 |
| 60 |
1.6821 |
1.6203 |
0.0618 |
3.7% |
0.0102 |
0.6% |
83% |
False |
False |
92,787 |
| 80 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0100 |
0.6% |
89% |
False |
False |
70,136 |
| 100 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0097 |
0.6% |
89% |
False |
False |
56,146 |
| 120 |
1.6821 |
1.5793 |
0.1028 |
6.2% |
0.0092 |
0.6% |
89% |
False |
False |
46,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7101 |
|
2.618 |
1.6963 |
|
1.618 |
1.6878 |
|
1.000 |
1.6825 |
|
0.618 |
1.6793 |
|
HIGH |
1.6740 |
|
0.618 |
1.6708 |
|
0.500 |
1.6698 |
|
0.382 |
1.6687 |
|
LOW |
1.6655 |
|
0.618 |
1.6602 |
|
1.000 |
1.6570 |
|
1.618 |
1.6517 |
|
2.618 |
1.6432 |
|
4.250 |
1.6294 |
|
|
| Fisher Pivots for day following 05-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6708 |
1.6708 |
| PP |
1.6703 |
1.6703 |
| S1 |
1.6698 |
1.6698 |
|